-83.7%
IRE vs EXR
-5.0%
-78.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.2% | +15.2% | +12.9% |
| 7D | +54.8% | -2.6% | +57.3% | +51.5% |
| 30D | +18.4% | -7.2% | +25.6% | +10.6% |
| 3M | -66.7% | -3.5% | -63.2% | -68.1% |
| 6M | -52.3% | -5.3% | -47.0% | -58.0% |
| YTD | -52.3% | +9.4% | -61.7% | -50.1% |
| All | -83.7% | -5.0% | -78.7% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling